+419.8%
TXN vs SCHD
+244.5%
+175.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.4% |
| 7D | +4.0% | -2.0% | +5.9% | +6.4% |
| 30D | -2.9% | -0.4% | -2.4% | -2.6% |
| 3M | -9.1% | +5.7% | -14.8% | -15.7% |
| 6M | +36.6% | +11.9% | +24.8% | +18.9% |
| YTD | +57.5% | +26.4% | +31.0% | +18.2% |
| 1Y | +49.5% | +27.6% | +21.9% | +11.1% |
| 3Y | +76.5% | +54.9% | +21.6% | +6.1% |
| 5Y | +62.4% | +60.9% | +1.5% | -5.6% |
| All | +419.8% | +244.5% | +175.3% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling